+34.4%
TSLA vs KRE
+83.2%
-48.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.8% |
| 7D | +3.0% | -1.1% | +4.1% | +3.8% |
| 30D | +11.2% | -3.4% | +14.6% | +13.8% |
| 3M | -7.3% | +3.7% | -11.0% | -10.0% |
| 6M | -7.7% | +14.8% | -22.5% | -17.5% |
| YTD | -18.2% | +14.7% | -32.9% | -27.5% |
| 1Y | +6.0% | +16.0% | -10.0% | -7.6% |
| All | +34.4% | +83.2% | -48.7% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded KRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling